A Double-Exponential Fast Gauss Transform Algorithm for Pricing Discrete Path-Dependent Options

From MaRDI portal
(Redirected from Publication:5322136)








Cited in
(32)








This page was built for publication: A Double-Exponential Fast Gauss Transform Algorithm for Pricing Discrete Path-Dependent Options

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5322136)